Artificial insemination (AI) is used frequently in the breeding of sport horses, apart from Thoroughbreds. Most AIs are carried out with cooled semen rather than frozen semen because of the difficulties in identifying a protocol that is suitable for freezing most ejaculates and the necessity to inseminate close to ovulation because of the short life of the thawed spermatozoa. More widespread use of frozen semen would improve biosecurity, allow greater choice of stallions, and offer more flexibility when managing deliveries of semen to the stud. It would even decrease the amount of antibiotics used in semen extenders, since the volume of frozen semen is smaller than when cooled semen is inseminated. However, there is considerable variability in the cryosurvival of spermatozoa from different stallions, leading to the classification of stallions as good or bad freezers. Improvements could be made at the level of stallion nutrition, the semen collection regimen, the extender, the removal of seminal plasma, and the cooling protocol, among others. Stallion sperm membranes are highly susceptible to lipid peroxidation, but research on antioxidants has failed to identify an additive that would benefit all stallions. In the future, biomarkers for sperm freezability could be used as an aid in identifying suitable ejaculates for cryopreservation.